When you start an offline game versus AI's the game immediately starts at your turn (if you are not the first to act).

For example if you are 4th to act, that's when the game will begin. This gives you the impression that the AI's start with merc's but really you just didn't see their earlier turns because the game started at your turn..

..You can rewind the replay to confirm that they did in fact cast them earlier.

I'm pretty sure in online custom games versus AI's you see them take their turns, so it's probably some kind of playback bug in offline mode (maybe selecting 'unlimited turns' affects it).

This is how the beginning of an offline game looks when you're third to act in a 3way..